BSCT vs. IBDS
BSCT (Invesco BulletShares 2029 Corporate Bond ETF) and IBDS (iShares iBonds Dec 2027 Term Corporate ETF) are both Corporate Bonds funds - BSCT tracks the NASDAQ BulletShares USD Corporate Bond 2029 Index while IBDS tracks the Bloomberg Barclays December 2027 Maturity Corporate Index. Both are passively managed. Over the past 5 years, BSCT returned 1.25%/yr vs 1.45%/yr for IBDS. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.
Performance
BSCT vs. IBDS - Performance Comparison
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Returns By Period
In the year-to-date period, BSCT achieves a 0.57% return, which is significantly lower than IBDS's 1.23% return.
BSCT
- 1D
- -0.05%
- 1M
- 0.23%
- YTD
- 0.57%
- 6M
- 0.81%
- 1Y
- 4.84%
- 3Y*
- 5.61%
- 5Y*
- 1.25%
- 10Y*
- —
IBDS
- 1D
- -0.04%
- 1M
- 0.31%
- YTD
- 1.23%
- 6M
- 1.61%
- 1Y
- 4.57%
- 3Y*
- 5.28%
- 5Y*
- 1.45%
- 10Y*
- —
BSCT vs. IBDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BSCT Invesco BulletShares 2029 Corporate Bond ETF | 0.57% | 7.51% | 3.45% | 8.61% | -12.88% | -2.13% | 10.83% | 1.72% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 1.23% | 5.86% | 4.61% | 6.44% | -9.52% | -1.56% | 8.95% | 2.31% |
Correlation
The correlation between BSCT and IBDS is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2019 | 0.85 |
The correlation between BSCT and IBDS shifts across timeframes, from 0.79 (1 year) to 0.89 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
BSCT vs. IBDS — Risk / Return Rank
BSCT
IBDS
BSCT vs. IBDS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BSCT | IBDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -4.77 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 2.09 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 10.55 | -7.57 |
| Martin ratioReturn relative to average drawdown | 11.10 | 48.73 | -37.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSCT | IBDS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 4.19 | -2.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.35 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.57 | -0.25 |
Drawdowns
BSCT vs. IBDS - Drawdown Comparison
The maximum BSCT drawdown since its inception was -19.14%, which is greater than IBDS's maximum drawdown of -16.75%. Use the drawdown chart below to compare losses from any high point for BSCT and IBDS.
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Drawdown Indicators
| BSCT | IBDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.14% | -16.75% | -2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -1.63% | -0.43% | -1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -4.21% | -2.27% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -19.14% | -14.98% | -4.16% |
Current DrawdownCurrent decline from peak | -0.53% | -0.06% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -3.36% | -2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.44% | 0.09% | +0.35% |
Volatility
BSCT vs. IBDS - Volatility Comparison
Invesco BulletShares 2029 Corporate Bond ETF (BSCT) has a higher volatility of 0.60% compared to iShares iBonds Dec 2027 Term Corporate ETF (IBDS) at 0.15%. This indicates that BSCT's price experiences larger fluctuations and is considered to be riskier than IBDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSCT | IBDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.60% | 0.15% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 1.60% | 0.64% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.31% | 1.10% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.71% | 4.18% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.26% | 5.55% | +1.71% |
BSCT vs. IBDS - Expense Ratio Comparison
Both BSCT and IBDS have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
BSCT vs. IBDS - Dividend Comparison
BSCT's dividend yield for the trailing twelve months is around 4.57%, more than IBDS's 4.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BSCT Invesco BulletShares 2029 Corporate Bond ETF | 4.57% | 4.53% | 4.51% | 3.89% | 2.65% | 1.94% | 2.24% | 0.86% | 0.00% | 0.00% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 4.32% | 4.36% | 4.37% | 3.81% | 2.87% | 2.19% | 2.66% | 3.32% | 3.66% | 0.97% |
Frequently Asked Questions
BSCT and IBDS have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSCT has higher volatility (0.60%) compared to IBDS (0.15%). In terms of maximum drawdown, BSCT dropped -19.14% vs IBDS's -16.75%.
On 5-year performance, IBDS leads with 1.45% vs 1.25% for BSCT. Both ETFs have the same 0.10% expense ratio. On volatility, IBDS has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IBDS has performed better with a 1.45% return vs 1.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BSCT and IBDS have the same expense ratio: 0.10% per year.
BSCT has the higher dividend yield at 4.57%, compared with 4.32% for IBDS.
BSCT tracks NASDAQ BulletShares USD Corporate Bond 2029 Index, while IBDS tracks Bloomberg Barclays December 2027 Maturity Corporate Index. They also come from different issuers: Invesco and iShares.
IBDS currently has the higher Sharpe Ratio (4.19 vs 2.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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